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Could you please explain how this works.
For example, you get a signal today but enter trades tomorrow at the
open and your position size depends on the entry level. Since we
don't know tomorrow's open, is this feature useful in this case?
thanks
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Yes, for my EOD systems I am using "add artitifical future bar" in
the AA Settings "portfolio" tab.
> This gives me trades for tommorow with position sizes.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "droskill" <droskill@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, April 14, 2008 6:59 PM
> Subject: [amibroker] Trading a system - explorations vs.
backtesting
>
>
> > So I'm getting ready to do some real-world testing of a system I
wrote
> > - and I'm wondering how people are doing it.
> >
> > I've got both a backtest and an exploration setup for my
strategy.
> > Are people using the "peak ahead" option in the backtesting
options to
> > get to the next day trades?
> >
> > Just wondering how people are working it. I'm more used to other
> > backtesting software where it can produce a "hit sheet" for the
next
> > day's trading. Exploration has some of this, but I can seem to
figure
> > out how to figure out what the position size should be.
> >
> > Thanks!
> >
> >
> > ------------------------------------
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > Yahoo! Groups Links
> >
> >
> >
>
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